A slow transient diffusion in a drifted stable potential
概率论
2007-05-23 v1
摘要
We consider a diffusion process in a random potential of the form where is a positive drift and is a strictly stable process of index with positive jumps. Then the diffusion is transient and converges in law towards an exponential distribution. This behaviour contrasts with the case where is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as "slow" as in the recurrent setting.
引用
@article{arxiv.math/0612220,
title = {A slow transient diffusion in a drifted stable potential},
author = {Arvind Singh},
journal= {arXiv preprint arXiv:math/0612220},
year = {2007}
}